ISCMF vs. EDGH
ISCMF (iShares Diversified Commodity Swap UCITS ETF) and EDGH (3EDGE Dynamic Hard Assets ETF) are both Commodities funds. ISCMF is passively managed, while EDGH is actively managed. Over the past year, ISCMF returned 21.66% vs 26.08% for EDGH. Their 0.03 correlation means their historical movements had little consistent relationship. ISCMF charges 0.19%/yr vs 1.01%/yr for EDGH.
Performance
ISCMF vs. EDGH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ISCMF achieves a 11.96% return, which is significantly higher than EDGH's 8.12% return.
ISCMF
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.00%
- YTD
- 11.96%
- 1Y
- 21.66%
- 3Y*
- 10.24%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.78%
EDGH
- 1D
- -0.37%
- 1M
- 2.38%
- 6M
- 4.47%
- YTD
- 8.12%
- 1Y
- 26.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $665.93K | $2.18M | $1.37M | |
| $0.00 | $8.28K | $54.64K |
ISCMF vs. EDGH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 11.96% | 19.65% | -1.74% |
EDGH 3EDGE Dynamic Hard Assets ETF | 8.12% | 28.98% | -1.97% |
Correlation
The correlation between ISCMF and EDGH is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2024 | 0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ISCMF vs. EDGH — Risk / Return Rank
ISCMF
EDGH
ISCMF vs. EDGH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ISCMF) and 3EDGE Dynamic Hard Assets ETF (EDGH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ISCMF | EDGH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.81 | 1.29 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.10 | -0.51 |
| Martin ratioReturn relative to average drawdown | 4.71 | 5.42 | -0.71 |
Loading charts...
Drawdowns
ISCMF vs. EDGH - Drawdown Comparison
The maximum ISCMF drawdown since its inception was -25.42%, which is greater than EDGH's maximum drawdown of -12.47%. Use the drawdown chart below to compare losses from any high point for ISCMF and EDGH.
Loading charts...
Drawdown Indicators
| ISCMF | EDGH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -12.47% | -12.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -12.47% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | — | — |
Current DrawdownCurrent decline from peak | -13.68% | -8.50% | -5.18% |
Average DrawdownAverage peak-to-trough decline | -13.31% | -2.66% | -10.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 4.82% | -0.21% |
Volatility
ISCMF vs. EDGH - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (ISCMF) is 0.00%, while 3EDGE Dynamic Hard Assets ETF (EDGH) has a volatility of 3.60%. This indicates that ISCMF experiences smaller price fluctuations and is considered to be less risky than EDGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ISCMF | EDGH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.60% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 17.04% | 12.33% | +4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.61% | 18.30% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 15.44% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 15.44% | -0.70% |
ISCMF vs. EDGH - Expense Ratio Comparison
ISCMF has a 0.19% expense ratio, which is lower than EDGH's 1.01% expense ratio.
Dividends
ISCMF vs. EDGH - Dividend Comparison
ISCMF has not paid dividends to shareholders, while EDGH's dividend yield for the trailing twelve months is around 1.09%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EDGH 3EDGE Dynamic Hard Assets ETF | 1.09% | 1.18% | 3.19% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ISCMF and EDGH have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDGH has higher volatility (3.60%) compared to ISCMF (0.00%). In terms of maximum drawdown, ISCMF dropped -25.42% vs EDGH's -12.47%.
On 1-year performance, EDGH leads with 26.08% vs 21.66% for ISCMF. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EDGH has performed better with a 26.08% return vs 21.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISCMF is cheaper with a 0.19% expense ratio, compared with 1.01% for EDGH.
EDGH has the higher dividend yield at 1.09%, compared with 0.00% for ISCMF.
They also come from different issuers: iShares and 3EDGE Asset Management. Their fees differ too: 0.19% for ISCMF and 1.01% for EDGH.
EDGH currently has the higher Sharpe Ratio (1.43 vs 1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ISCMF and EDGH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer